+554.1%
MTSI vs BDX
+54.6%
+499.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.2% | +3.3% |
| 7D | +4.9% | -4.3% | +9.2% | +6.5% |
| 30D | -11.6% | +1.3% | -12.9% | -12.2% |
| 3M | -24.1% | +20.2% | -44.3% | -29.9% |
| 6M | +32.4% | +8.6% | +23.8% | +27.0% |
| YTD | +60.4% | +19.0% | +41.5% | +47.9% |
| 1Y | +111.0% | +21.2% | +89.8% | +92.4% |
| 3Y | +246.1% | -9.7% | +255.8% | +250.3% |
| 5Y | +340.3% | -3.4% | +343.7% | +319.6% |
| All | +554.1% | +54.6% | +499.5% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling